Usage
When a Client submits an order, Moment will immediately acknowledge the order by sending an Execution Report with an ExecType
of Pending New (150=A) and an OrdStatus
of Pending New (39=A). This is equivalent to the request
message in the Real-Time Orders API. It simply indicates that Moment has received and assigned a unique ID to the order, and that the order is now pending approval. Moment's Risk Management System is currently processing the order and Moment will subsequently send the Client a Execution Report indicating Approval (35=8, 150=0) or Rejection (35=8, 150=8).
Schema: ExecutionReport
(35=8, 150=A, 39=A)
ExecutionReport
(35=8, 150=A, 39=A)Note that AvgPx (6) is omitted in the acknowledgement message, as no executions have yet occurred for the order.
Field Name | Tag | Description | Required | Example |
---|---|---|---|---|
OrderID | 37 | Unique, Moment-assigned ID for the Order. | Y | "29b5e57e-0adc-45cf-936d-5b1055abeb08" |
ExecID | 17 | Unique, Moment-assigned ID for the acknowledgement message. This identifier will be unique across all Execution Report messages that Moment sends to the Client. | Y | "0a6a1b6c-b22c-4dc3-ad2f-7496c28f2c10" |
ExecType | 150 | "A" = Pending New / Acknowledged. This message indicates that Moment has received the Order, but the Order has not yet been approved or rejected by Moment's Risk Management System. Clients will subsequently receive an Execution Report to indicate approval or rejection. | Y | "A" |
TransactTime | 60 | Time when the event being reported occurred. | Y | "20231005-11:48:33" |
Order Request | ||||
ClOrdID | 11 | Matches field from NewOrderSingle. | Y | "fcd69fbf-0c0f-41fa-8c4b-45c36c73ca06" |
Account | 1 | Matches field from NewOrderSingle. | Y | "ACCT_1" |
OrdType | 40 | Matches field from NewOrderSingle. | Y | "2" |
OrderQty | 38 | Matches field from NewOrderSingle. | Y | "1000" |
Side | 54 | Matches field from NewOrderSingle. | Y | "1" |
Price | 44 | Matches field from NewOrderSingle. | Y | "100.00" |
PriceType | 423 | Matches field from NewOrderSingle. | Y | "1" |
SecurityID | 48 | Matches field from NewOrderSingle. | Y | "912797JE8" |
SecurityIDSource | 22 | Matches field from NewOrderSingle. | Y | "1" |
TimeInForce | 59 | Matches field from NewOrderSingle. | Y | "0" |
TradingSessionID | 336 | Matches field from NewOrderSingle. | N | "REG" |
TradingGroup | 5047 | Matches field from NewOrderSingle. | Y | "GRP_1" |
Order State | ||||
OrdStatus | 39 | "A" = Pending New / Acknowledged. Moment has received the Order, but the Risk Management System (RMS) has not yet approved or rejected the Order. | Y | "A" |
LeavesQty | 151 | The open quantity of the Order, in par value. For an acknowledgement, it will always be the case that LeavesQty = OrderQty. | Y | "1000" |
CumQty | 14 | The cumulative quantity of the Order that has been filled, in par value. For an acknowledgement, it will always be the case that CumQty = 0. | Y | "0" |